Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago

Short-term modeling with various vector autoregression and state space models : applications to Trinidad and Tobago Maurin, Alain creator text St. Augustine]TT [Caribbean Centre for Money & Finance] 1997 monographic 24 p. Presents the various VAR and state space models underlying the main results of literature. Points out their application in two directions viz. firstly conduts a competition based on a five variable system gathering time series from Trinidad and Tobago; secondly tackles their use to study dynamic interactions between the variables by means of impulse response function. 1/30/09 JOYD 11.02.01 M742ma(1997)